That is standard functionality of the treeview in the document sidebar, type characters and the selection moves to the first match, and there is an entry showing what you typed at the bottom of the sidebar. Note this entry goes away and forgets what you typed after a short while or immediately on enter.
There is an unbound keybinding to switch to the document sidebar, so bind it to (for eg) F10 and you just type `F10 filena enter enter` or as much of the `filename` as you need to select it (first enter is to close the entry, second is to switch to the selected).
Also you may want to reduce the font and icon size of the documents sidebar using CSS so you fit more in `Tools->Configuration Files->geany.css` add:
```CSS #treeview6 { font-size: 8pt; -gtk-icon-transform: scale(0.75); } ```
save and restart Geany. Unfortunately there seems to be a minimum row height, that may be my distro or more experimentation needed.